#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Times;
using Cephei.QL.Termstructures.Volatility;
using Cephei.QL;
namespace Cephei.QL.Experimental.Callablebonds
{
     // <summary> 
	// ! This class is purely abstract and defines the interface of concrete callable-bond volatility structures which will be derived from this one.
	// </summary>
    [Guid ("83507590-1A41-42a7-9DB4-0B3A9E869D67"),ComVisible(true)]
	public interface ICallableBondVolatilityStructure : Cephei.QL.ITermStructure
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Double BlackVariance(Cephei.QL.Times.IPeriod optionTenor, Cephei.QL.Times.IPeriod bondTenor, Double strike, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        
		 Double BlackVariance(DateTime optionDate, Cephei.QL.Times.IPeriod bondTenor, Double strike, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        
		 Double BlackVariance(Double optionTime, Double bondLength, Double strike, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        
		 QL.Times.BusinessDayConventionEnum BusinessDayConvention {get;}
        
		 Double MaxBondLength {get;}
        
		 Cephei.QL.Times.IPeriod MaxBondTenor {get;}
        
		 Double MaxStrike {get;}
        
		 Double MinStrike {get;}
        
		 DateTime OptionDateFromTenor(Cephei.QL.Times.IPeriod optionTenor);
        
		 Cephei.QL.Termstructures.Volatility.ISmileSection SmileSection(Cephei.QL.Times.IPeriod optionTenor, Cephei.QL.Times.IPeriod bondTenor);
        
		 Cephei.QL.Termstructures.Volatility.ISmileSection SmileSection(DateTime optionDate, Cephei.QL.Times.IPeriod bondTenor);
        
		 Double Volatility(Cephei.QL.Times.IPeriod optionTenor, Cephei.QL.Times.IPeriod bondTenor, Double strike, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        
		 Double Volatility(DateTime optionDate, Cephei.QL.Times.IPeriod bondTenor, Double strike, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        
		 Double Volatility(Double optionTime, Double bondLength, Double strike, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
    }

    // <summary> 
	// ! This class is purely abstract and defines the interface of concrete callable-bond volatility structures which will be derived from this one. Factory
	// </summary>
   	[ComVisible(true)]
    public interface ICallableBondVolatilityStructure_Factory // : Collection_Factory<ICallableBondVolatilityStructure, ICell<ICallableBondVolatilityStructure>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

